Still nothing for PM's? OK..try this;
Change Notify by email every time you receive a personal message: from 'Always' to 'Never' then 'Change Profile'. Then ideally, it would be best if you logged out, cleared your browsers cookies and cache, closed browser, re-opened and log back into the forum, and then change the Notify by email every time you receive a personal message: back from 'Never' to 'Always'. If you can't be bothered for the cookie cleaning part then just try it without that bit.
One other thing, is your pm box full?